On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (Q5092965): Difference between revisions

Latest revision as of 09:34, 30 July 2024

scientific article; zbMATH DE number 7562977

Language	Label	Description	Also known as
English	On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations	scientific article; zbMATH DE number 7562977

Statements

instance of

scholarly article

0 references

title

On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (English)

0 references

author

Alicja Dembczak-Kołodziejczyk

0 references

Anna Lytova

0 references

published in

Random Matrices: Theory and Applications

0 references

publication date

26 July 2022

0 references

full work available at URL

https://arxiv.org/abs/2103.03204

0 references

zbMATH Keywords

random matrices

0 references

sample covariance matrices

0 references

high dimensional statistics

0 references

Marchenko-Pastur law

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries

0 references

Q4877167

0 references

An Introduction to Random Matrices

0 references

Random points in the unit ball of \(\ell^{ n }_{ p }\)

0 references

Spectral analysis of large dimensional random matrices

0 references

Q3502462

0 references

Bulk behaviour of some patterned block matrices

0 references

Splitting a Single State of a Stationary Process into Markovian States

0 references

Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform

0 references

Q2778810

0 references

Limit Theorems for Two Classes of Random Matrices with Dependent Entries

0 references

Sum rules for the quasi-static and visco-elastic response of disordered solids at zero temperature

0 references

A random matrix approach to neural networks

0 references

Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices

0 references

DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

0 references

On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution

0 references

Q3000735

0 references

Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory

0 references

A note on the Marchenko-Pastur law for a class of random matrices with dependent entries

0 references

Sparse random matrices: the eigenvalue spectrum revisited

0 references

Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices

0 references

A short proof of the Marchenko-Pastur theorem

0 references

Q3742481

0 references

Identifiers

zbMATH Open document ID

1493.60012

0 references

DOI

10.1142/S2010326322500307

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5092965

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03204
@@ Property / arXiv ID: 2103.03204 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
+Normal rank
@@ Property / cites work @@
+Q4877167
@@ Property / cites work: Q4877167 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Random Matrices
@@ Property / cites work: An Introduction to Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Random points in the unit ball of \(\ell^{ n }_{ p }\)
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Q3502462
@@ Property / cites work: Q3502462 / rank @@
+Normal rank
@@ Property / cites work @@
+Bulk behaviour of some patterned block matrices
@@ Property / cites work: Bulk behaviour of some patterned block matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Splitting a Single State of a Stationary Process into Markovian States
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
+Normal rank
@@ Property / cites work @@
+Q2778810
@@ Property / cites work: Q2778810 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit Theorems for Two Classes of Random Matrices with Dependent Entries
+Normal rank
@@ Property / cites work @@
+Sum rules for the quasi-static and visco-elastic response of disordered solids at zero temperature
+Normal rank
@@ Property / cites work @@
+A random matrix approach to neural networks
@@ Property / cites work: A random matrix approach to neural networks / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
+Normal rank
@@ Property / cites work @@
+Q3000735
@@ Property / cites work: Q3000735 / rank @@
+Normal rank
@@ Property / cites work @@
+Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
+Normal rank
@@ Property / cites work @@
+A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
+Normal rank
@@ Property / cites work @@
+Sparse random matrices: the eigenvalue spectrum revisited
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
+Normal rank
@@ Property / cites work @@
+A short proof of the Marchenko-Pastur theorem
@@ Property / cites work: A short proof of the Marchenko-Pastur theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q3742481
@@ Property / cites work: Q3742481 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3217747549
@@ Property / OpenAlex ID: W3217747549 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5092965